+1,272.1%
WULF vs ROL
+3,970.4%
-2,698.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.5% |
| 7D | +11.0% | +3.0% | +8.0% | +10.6% |
| 30D | +9.4% | +19.8% | -10.4% | +7.0% |
| 3M | -22.6% | +7.9% | -30.5% | -23.5% |
| 6M | -45.4% | -25.6% | -19.8% | -43.8% |
| YTD | +9.8% | -34.1% | +44.0% | +14.5% |
| 1Y | +8.0% | -31.4% | +39.4% | +11.9% |
| 3Y | +1,149.5% | +4.7% | +1,144.8% | +1,123.4% |
| 5Y | -55.6% | +15.6% | -71.2% | -56.9% |
| 10Y | +34.7% | +220.6% | -185.9% | +18.8% |
| All | +1,272.1% | +3,970.4% | -2,698.3% | +896.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling